Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-04 0.212092 0.227797 0.244568 0.263891 0.285640 0.309484 0.337762
2026-01-11 0.189933 0.210272 0.233046 0.260677 0.293630 0.332108 0.381104
2026-01-18 0.177079 0.200699 0.228149 0.262882 0.306366 0.360018 0.432919
2026-01-25 0.162245 0.186993 0.216538 0.255101 0.305197 0.369741 0.462209
2026-02-01 0.149949 0.175138 0.205863 0.246997 0.302106 0.375787 0.486404
2026-02-08 0.142232 0.168230 0.200603 0.245020 0.306372 0.391532 0.525788
2026-02-15 0.138521 0.165991 0.200937 0.250151 0.320407 0.422068 0.591571
2026-02-22 0.133131 0.161166 0.197439 0.249600 0.326090 0.440677 0.641200
2026-03-01 0.127944 0.156262 0.193443 0.247906 0.329720 0.456243 0.687988
2026-03-08 0.122565 0.150791 0.188310 0.244126 0.329716 0.465787 0.725388
2026-03-15 0.117612 0.145642 0.183310 0.240135 0.328924 0.473743 0.760948
2026-03-22 0.115277 0.143929 0.182971 0.242937 0.338950 0.500959 0.839687
2026-03-29 0.113655 0.143194 0.184070 0.248127 0.353584 0.538710 0.951277
2026-04-05 0.110084 0.139558 0.180779 0.246289 0.356279 0.554956 1.019353
2026-04-12 0.108014 0.137945 0.180336 0.248850 0.366672 0.587180 1.135178
2026-04-19 0.103517 0.132674 0.174226 0.241940 0.359783 0.584319 1.160398
2026-04-26 0.099177 0.127487 0.168038 0.234577 0.351534 0.577781 1.174394
2026-05-03 0.096560 0.124709 0.165359 0.232806 0.353292 0.592244 1.252112
2026-05-10 0.095761 0.124541 0.166610 0.237579 0.367505 0.635290 1.431582
2026-05-17 0.093720 0.122460 0.164816 0.237083 0.371650 0.656634 1.551365
2026-05-24 0.091540 0.120098 0.162485 0.235523 0.373573 0.673119 1.661947
2026-05-31 0.089029 0.117161 0.159143 0.232029 0.371383 0.679527 1.738408
2026-06-07 0.086596 0.114275 0.155781 0.228336 0.368518 0.683954 1.809863